An Interval Optimization Method Considering the Dependence between Uncertain Parameters
C. Jiang1,2, Q.F. Zhang1, X. Han1, D. Li3, J. Liu1
CMES-Computer Modeling in Engineering & Sciences, Vol.74, No.1, pp. 65-82, 2011, DOI:10.3970/cmes.2011.074.065
Abstract In this paper, an interval optimization method is developed to deal with a class of problems that there exists dependence between the interval parameters. An ellipsoidal convex model is used to model the uncertainty domain, in which the parameter dependence can be well reflected through the shape of a multi-dimensional ellipsoid. Based on an order relation and a reliability-based possibility degree of interval, the uncertain optimization can be transformed to a deterministic nesting optimization. An efficient algorithm is then constructed to solve the created nesting optimization, in which a sequence of approximate interval optimizations are More >
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